"Dumb" questions are supposed to be easy to answer, and yours isn't all that easy.
Actually I'd answer yes and no. Yes, anything that gets transmitted from/through your internet provider is "downloaded." Doesn't matter whether it is a file that is saved to your harddrive, an email message that you read and discard or web page displayed in your browser.
And, I'm sure you'll agree, the answer is also No because in general conversation we reserve "download" for files/applications that we save more or less permanently.